Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.227467 0.245063 0.263938 0.285789 0.310514 0.337769 0.370292
2025-12-28 0.206924 0.230313 0.256712 0.289027 0.327955 0.373922 0.433214
2026-01-04 0.194593 0.222127 0.254472 0.295907 0.348538 0.414570 0.506110
2026-01-11 0.180802 0.210286 0.245981 0.293339 0.356084 0.438836 0.560897
2026-01-18 0.172345 0.203854 0.243060 0.296798 0.370915 0.473590 0.634976
2026-01-25 0.160229 0.191725 0.231663 0.287677 0.367202 0.481444 0.669976
2026-02-01 0.149531 0.180615 0.220646 0.277872 0.361129 0.484539 0.697208
2026-02-08 0.142708 0.174074 0.215133 0.275031 0.364506 0.501800 0.750306
2026-02-15 0.139912 0.172622 0.216265 0.281485 0.382073 0.543167 0.853709
2026-02-22 0.134997 0.167983 0.212626 0.280578 0.388001 0.565982 0.927305
2026-03-01 0.130113 0.163103 0.208315 0.278252 0.391283 0.584442 0.996141
2026-03-08 0.125080 0.157765 0.203028 0.274008 0.390922 0.596187 1.053256
2026-03-15 0.120053 0.152333 0.197494 0.269274 0.389756 0.607148 1.113749
2026-03-22 0.117942 0.150920 0.197730 0.273575 0.404412 0.650230 1.264465
2026-03-29 0.116676 0.150634 0.199579 0.280539 0.424440 0.707363 1.474772
2026-04-05 0.113190 0.146954 0.196093 0.278459 0.427730 0.730205 1.598709
2026-04-12 0.111270 0.145479 0.195878 0.281787 0.441425 0.778011 1.822916
2026-04-19 0.106704 0.139903 0.189054 0.273411 0.431783 0.771276 1.861336
2026-04-26 0.102238 0.134339 0.182045 0.264355 0.420124 0.758414 1.874316
2026-05-03 0.099496 0.131272 0.178836 0.261731 0.421028 0.775813 2.010543
2026-05-10 0.098828 0.131297 0.180493 0.267720 0.439848 0.840708 2.381510
2026-05-17 0.096725 0.129055 0.178415 0.266881 0.444428 0.870087 2.621399
2026-05-24 0.094458 0.126488 0.175703 0.264726 0.446001 0.891765 2.842837